+193.0%
HOOD vs RJF
+105.7%
+87.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.0% |
| 7D | +13.4% | +1.8% | +11.6% | +11.9% |
| 30D | +25.8% | 0.0% | +25.8% | +25.9% |
| 3M | +38.0% | +18.0% | +20.0% | +17.6% |
| 6M | +52.2% | +17.0% | +35.2% | +30.1% |
| YTD | +3.7% | +11.1% | -7.4% | -7.2% |
| 1Y | +0.1% | +8.0% | -7.9% | -7.8% |
| 3Y | +992.6% | +73.3% | +919.3% | +597.5% |
| 5Y | +193.0% | +107.4% | +85.6% | +66.9% |
| All | +193.0% | +105.7% | +87.3% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling